Systematic long and short positions in futures across asset classes, sized by volatility; the oldest surviving quantitative strategy.
Interviews with traders such as Kovner, Dennis and Tudor Jones on their methods.
Recommended by: Mohnish Pabrai, Howard Marks
A reference on building and testing systematic trading rules.
How trend-following traders such as John W. Henry made their fortunes.
Richard Dennis's experiment in teaching ordinary people a mechanical trading system.
An actual Turtle's account of the rules and why most trainees failed.
Recommended by: Mohnish Pabrai
A fund manager rebuilds a diversified futures trend-following strategy step by step.